-48.8%
SE vs KMB
+11.9%
-60.7%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | +4.1% | +0.3% | +3.0% |
| 7D | +6.7% | +0.4% | +6.3% | +6.5% |
| 30D | -17.2% | +14.0% | -31.2% | -21.7% |
| 3M | -28.0% | -1.3% | -26.7% | -27.9% |
| 6M | -6.1% | +16.7% | -22.8% | -12.3% |
| YTD | -37.1% | +12.0% | -49.1% | -35.3% |
| 1Y | -48.8% | +13.6% | -62.4% | -46.3% |
| All | -48.8% | +11.9% | -60.7% | -46.3% |
Cumulative growth
Daily Returns
Daily percentage return beside KMB.
Daily Out/Under-Performance
Portfolio return minus KMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KMB return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded KMB wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling